+617.9%
GOOG vs SNAP
-78.3%
+696.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.9% | +2.0% |
| 7D | +4.8% | +2.6% | +2.3% | +4.4% |
| 30D | -15.5% | -19.6% | +4.1% | -12.8% |
| 3M | -13.7% | +0.4% | -14.1% | -14.2% |
| 6M | -23.0% | -5.9% | -17.0% | -23.0% |
| YTD | -5.7% | -35.3% | +29.6% | -1.1% |
| 1Y | +3.0% | -42.6% | +45.6% | +9.9% |
| 3Y | +122.4% | -53.9% | +176.3% | +131.9% |
| 5Y | +99.2% | -90.3% | +189.5% | +133.1% |
| All | +617.9% | -78.3% | +696.1% | +554.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SNAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling